• The KIPS Transactions:PartB
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• v.14B no.7
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• pp.523-530
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• 2007

This paper proposes a new stochastic optimization algorithm for hidden Markov models (HMMs) used as a recognizer of automatic lipreading. The proposed method combines a global stochastic optimization method, the simulated annealing technique, and the local optimization method, which produces fast convergence and good solution quality. We mathematically show that the proposed algorithm converges to the global optimum. Experimental results show that training HMMs by the method yields better lipreading performance compared to the conventional training methods based on local optimization.

• ETRI Journal
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• v.45 no.1
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• ETRI Journal
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• v.46 no.3
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• pp.367-378
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• 2024

We propose a number-theory-based quantized mathematical optimization scheme for various NP-hard and similar problems. Conventional global optimization schemes, such as simulated and quantum annealing, assume stochastic properties that require multiple attempts. Although our quantization-based optimization proposal also depends on stochastic features (i.e., the white-noise hypothesis), it provides a more reliable optimization performance. Our numerical analysis equates quantization-based optimization to quantum annealing, and its quantization property effectively provides global optimization by decreasing the measure of the level sets associated with the objective function. Consequently, the proposed combinatorial optimization method allows the removal of the acceptance probability used in conventional heuristic algorithms to provide a more effective optimization. Numerical experiments show that the proposed algorithm determines the global optimum in less operational time than conventional schemes.

• Journal of the Korea Society for Simulation
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• v.32 no.1
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• pp.23-34
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• 2023

The purpose of this paper is to review global stochastic optimization algorithms(GSOA) in case binary response experimentation is used and to compare the performances of them. GSOAs utilise estimator of probability of success $\^p$ instead of population probability of success p, since p is unknown and only known by its estimator which has stochastic characteristics. Hill climbing algorithm algorithm, simple random search, random search with random restart, random optimization, simulated annealing and particle swarm algorithm as a population based algorithm are considered as global stochastic optimization algorithms. For the purpose of comparing the algorithms, two types of test functions(one is simple uni-modal the other is complex multi-modal) are proposed and Monte Carlo simulation study is done to measure the performances of the algorithms. All algorithms show similar performances for simple test function. Less greedy algorithms such as Random optimization with Random Restart and Simulated Annealing, Particle Swarm Optimization(PSO) based on population show much better performances for complex multi-modal function.

• Advances in aircraft and spacecraft science
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• v.4 no.3
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• pp.297-316
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• 2017

With rapid growth in the complexity of large scale engineering systems, the application of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor scalability. The introduction of a distributed, collaborative computational environment results in better utilization of available computational resources, reducing the time to solution, and enhancing scalability. SORCER, a Java-based network-centric computing platform, enables analyses and design studies in a distributed collaborative computing environment. Two different optimization algorithms widely used in multidisciplinary engineering design-VTDIRECT95 and QNSTOP-are implemented on a SORCER grid. VTDIRECT95, a Fortran 95 implementation of D. R. Jones' algorithm DIRECT, is a highly parallelizable derivative-free deterministic global optimization algorithm. QNSTOP is a parallel quasi-Newton algorithm for stochastic optimization problems. The purpose of integrating VTDIRECT95 and QNSTOP into the SORCER framework is to provide load balancing among computational resources, resulting in a dynamically scalable process. Further, the federated computing paradigm implemented by SORCER manages distributed services in real time, thereby significantly speeding up the design process. Part 1 covers SORCER and the algorithms, Part 2 presents results for aircraft panel design with curvilinear stiffeners.

• Advances in aircraft and spacecraft science
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• v.4 no.3
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• pp.317-334
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• 2017

With rapid growth in the complexity of large scale engineering systems, the application of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor scalability. The introduction of a distributed, collaborative computational environment results in better utilization of available computational resources, reducing the time to solution, and enhancing scalability. SORCER, a Java-based network-centric computing platform, enables analyses and design studies in a distributed collaborative computing environment. Two different optimization algorithms widely used in multidisciplinary engineering design-VTDIRECT95 and QNSTOP-are implemented on a SORCER grid. VTDIRECT95, a Fortran 95 implementation of D. R. Jones' algorithm DIRECT, is a highly parallelizable derivative-free deterministic global optimization algorithm. QNSTOP is a parallel quasi-Newton algorithm for stochastic optimization problems. The purpose of integrating VTDIRECT95 and QNSTOP into the SORCER framework is to provide load balancing among computational resources, resulting in a dynamically scalable process. Further, the federated computing paradigm implemented by SORCER manages distributed services in real time, thereby significantly speeding up the design process. Part 1 covers SORCER and the algorithms, Part 2 presents results for aircraft panel design with curvilinear stiffeners.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.4
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• pp.145-154
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• 1994

This paper proposes an efficient method for improving the training performance of the neural network by using a hybrid of a stochastic approximation and a backpropagation algorithm. The proposed method improves the performance of the training by appliying a global optimization method which is a hybrid of a stochastic approximation and a backpropagation algorithm. The approximate initial point for a stochastic approximation and a backpropagation algorihtm. The approximate initial point for fast global optimization is estimated first by applying the stochastic approximation, and then the backpropagation algorithm, which is the fast gradient descent method, is applied for a high speed global optimization. And further speed-up of training is made possible by adjusting the training parameters of each of the output and the hidden layer adaptively to the standard deviation of the neuron output of each layer. The proposed method has been applied to the parity checking and the pattern classification, and the simulation results show that the performance of the proposed method is superior to that of the backpropagation, the Baba's MROM, and the Sun's method with randomized initial point settings. The results of adaptive adjusting of the training parameters show that the proposed method further improves the convergence speed about 20% in training.

• Journal of the Korea Society for Simulation
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• v.22 no.4
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• pp.21-28
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• 2013

This paper describes the method to solve the optimization problems for stochastic simulation which is represented by military simulations. For this reason, the test fitness function reflecting the characteristics of military simulations, complex and stochastic results, is defined and PSO is used to solve the test fitness function. To control the known weak point of PSO for stochastic simulations, this paper proposes a technique which reevaluates the value of global optimum. By using the technique, the result shows notable improvements. From the simulation results, interactions among the calculation conditions which affect the accuracy and speed of optimization are analyzed. And the strategy for the optimization of stochastic simulations is proposed.

• Journal of the Korean Geosynthetics Society
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• v.21 no.3
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• pp.1-10
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• 2022

In this paper, the spatial randomness and probability characteristics of material properties are inversely estimated by using a set of the stochastic fields for the material properties of geotechnical structures. By using the probability distribution and probability characteristics of these estimated material properties, topology optimization is performed on structure shape, and the results are compared with the existing deterministic topology optimization results. A set of stochastic fields for material properties is generated, and the spatial randomness of material properties in each field is simulated. The probability distribution and probability characteristics of actual material properties are estimated using the partial values of material properties in each stochastic field. The probability characteristics of the estimated actual material properties are compared with those of the stochastic field set. Also, response variability of the ground structure having a modulus of elasticity with randomness is compared with response variability of the ground structure having a modulus of elasticity without randomness. Therefore, the quantified stochastic topology optimization result can be obtained with considering the spatial randomness of actual material properties.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.57 no.5
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• pp.748-754
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• 2008

The general capacitor placement problem is a combinatorial optimization problem having an objective function composed of power losses and capacitor installation costs subject to bus voltage constraints. In this paper, a global optimization technique, which employing the chaos search algorithm, is applied to solve optimal capacitor placement problem with reducing computational effort and enhancing global optimality of the solution. Chaos method in optimization problem searches the global optimal solution on the regularity of chaotic motions and easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos optimization method is tested on 9 buses and 69 buses system to illustrate the effectiveness of the proposed method.